/*
 * normal.h
 *
 * 	General functions for calculating normal density function values, cumulative distribution values, inverse normal etc.,
 *
 *  Created on: Sep 29, 2009
 *      Author: karthik
 */

#ifndef NORMAL_H_
#define NORMAL_H_

#include<vector>

using namespace std;

// standard normal density function
double ndf(double t);

// standard normal cumulative distribution function.
double nc(double x);

// standard normal inverse of cumulative normal distribution function.
long double normsinv(double x);

// standard normal inverse of cumulative normal distribution function for each element in the vector.
std::vector<double> normsinv_vector(std::vector<double> );

// get the minimum of two values.
double min(double, double);

// get the maximum of two values.
double max(double, double);


#endif /* NORMAL_H_ */
